HL US RISK MITIGATION
Asset Allocation
Asset allocation is not available
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HL US RISK MITIGATION, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| HL US RISK MITIGATION | 0.62% | 0.00% | 0.51% | 5.28% | 4.97% | 3.54% |
| Portfolio components: | ||||||
Monthly Returns
The table below presents the monthly returns of HL US RISK MITIGATION, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.22% | 0.62% | |||||||||||
| 2023 | -1.45% | 1.70% | 0.38% | 0.40% | 0.41% | -0.03% | 0.02% | 1.11% | 1.50% | 0.83% | 0.52% | 0.51% | 6.02% |
| 2022 | -0.06% | 0.42% | 0.08% | 4.52% | 1.22% | 3.42% | -0.50% | 2.28% | 3.98% | -4.86% | 0.87% | 0.87% | 12.57% |
| 2021 | 0.00% | 0.00% | -1.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.69% | -0.66% | 0.00% | -0.87% | -1.57% |
| 2020 | 0.16% | 4.49% | 1.47% | -2.39% | 0.07% | 1.87% | 0.02% | 0.01% | 0.32% | 0.25% | -0.62% | 0.00% | 5.63% |
| 2019 | 0.22% | 0.20% | 0.20% | 0.20% | 2.14% | -1.17% | 0.20% | 1.35% | 0.16% | -1.72% | 0.14% | 0.15% | 2.03% |
| 2018 | 0.09% | 1.38% | 1.83% | 0.61% | 0.16% | 0.17% | 0.17% | 0.19% | 0.15% | 1.84% | -0.81% | 2.74% | 8.80% |
| 2017 | 0.07% | 0.07% | 0.08% | 0.08% | 0.09% | 0.10% | 0.09% | -0.36% | 0.10% | 0.10% | 0.10% | 0.11% | 0.63% |
| 2016 | 0.79% | 0.03% | 0.03% | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% | 0.05% | 0.05% | 0.06% | 0.07% | 1.28% |
| 2015 | 0.06% | -1.36% | -0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 1.02% | 0.94% | 0.01% | -0.85% | -0.71% | -1.51% |
| 2014 | 0.20% | -0.44% | 0.00% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.15% | 0.00% | -1.79% | 0.13% |
| 2013 | 0.00% | -0.43% | -0.34% | 0.00% | 0.00% | -1.69% | 0.00% | 0.85% | -0.67% | -1.12% | 0.00% | 0.00% | -3.35% |
Risk-Adjusted Performance
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the HL US RISK MITIGATION. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the HL US RISK MITIGATION was 11.54%, occurring on Nov 4, 2008. Recovery took 12 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.54% | Oct 13, 2008 | 17 | Nov 4, 2008 | 12 | Nov 20, 2008 | 29 |
| -10.16% | Mar 10, 2009 | 159 | Oct 22, 2009 | 451 | Aug 8, 2011 | 610 |
| -9.36% | Aug 9, 2011 | 915 | Mar 30, 2015 | 939 | Dec 19, 2018 | 1854 |
| -7.33% | Mar 24, 2020 | 481 | Feb 16, 2022 | 58 | May 11, 2022 | 539 |
| -7.21% | Nov 21, 2008 | 35 | Jan 13, 2009 | 37 | Mar 9, 2009 | 72 |
Volatility
Volatility Chart
The current HL US RISK MITIGATION volatility is 0.04%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.